1. Install Cygwin (https://cygwin.com/install.html)

2. Install Required Cygwin Packages

C:\cygwin64>setup-x86_64.exe -q -P wget -P gcc-g++ -P make -P diffutils -P libmpfr-devel -P libgmp-devel -P libmpc-devel

3. Download, Build and Install the Latest GCC

Open a Cygwin terminal

wget http://ftpmirror.gnu.org/gcc/gcc-9.1.0/gcc-9.1.0.tar.gz
tar xf gcc-9.1.0.tar.gz

That will create a subdirectory named gcc-4.9.2. Next, we’ll configure our GCC build.

mkdir build-gcc
cd build-gcc
../gcc-9.1.0/configure --program-suffix=-9.1.0 --enable-languages=c,c++ --disable-bootstrap --disable-shared

Next, we’ll actually build the new GCC compiler suite, including C, C++ and the standard C++ library. This is the longest step.

make -j4

The -j4 option lets the build process spawn up to four child processes in parallel.

Once that’s finished, install the new compiler:

make install
cd ..